Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51686.32 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48487.74 Kr¶

PnL: ---------------------------------------> -599.83 Kr¶

DD now: ---------------------------------> -0.497 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:57:46.111342'

Anic Portfolio¶

Today¶

Return: -0.409 %¶

This Week¶

Return: 8.751 %¶

Total¶

Return: 69.208 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.360000 779.200000 106.200000 15.780000 673.000000
Nordea Bank Abp 29 -0.050000 3533.360000 79.360000 2.300000 3453.999992
SAAB B 8 0.720000 3452.000000 75.000000 2.220000 3377.000000
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Swedbank A 3 1.830000 601.800000 37.800000 6.700000 564.000000
Resurs Holding 22 0.180000 610.060000 36.060000 6.280000 573.999998
AcadeMedia 12 -0.930000 588.960000 31.960000 5.740000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.390000 381.600000 26.600000 7.490000 355.000000
OEM International B 7 -0.640000 545.300000 17.300000 3.280000 527.999997
Intrum 4 0.440000 541.800000 14.800000 2.810000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.170000 544.500000 8.500000 1.590000 536.000004
Securitas B 6 -0.750000 574.800000 4.800000 0.840000 570.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Handelsbanken A 5 0.320000 545.000000 -1.000000 -0.180000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Corem Property Group B 59 -1.120000 574.950000 -2.050000 -0.360000 576.999999
Midsona B 63 -3.170000 576.450000 -6.550000 -1.120000 582.999984
Boozt 12 0.070000 1646.400000 -7.600000 -0.460000 1653.999996
Essity B 2 -0.180000 549.000000 -25.000000 -4.360000 574.000000
Sampo Oyj SDB 7 -0.370000 3818.500000 -31.500000 -0.820000 3850.000000
CTEK 13 -1.490000 498.940000 -35.060000 -6.570000 533.999999
Fasadgruppen Group 38 -0.180000 4104.000000 -37.000000 -0.890000 4140.999992
International Petroleum Corp. 5 -2.540000 556.000000 -38.570000 -6.490000 594.565215
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Beijer Electronics Group 27 -1.070000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 0.190000 1785.300000 -203.700000 -10.240000 1989.000002
Axfood 15 0.480000 4065.000000 -235.000000 -5.470000 4300.000005
Ovzon 64 -1.670000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48485.790000 -601.780000 -0.49963% 49087.564636

Updated:¶

'2023-01-31 09:57:09.320798'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶